+2,309.6%
TXN vs XLE
+1,017.0%
+1,292.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.3% |
| 30D | +10.5% | -4.0% | +14.5% | +12.4% |
| 3M | +10.7% | +4.6% | +6.1% | +8.1% |
| 6M | +5.1% | +12.3% | -7.2% | -1.3% |
| YTD | +82.5% | +44.5% | +37.9% | +51.6% |
| 1Y | +98.2% | +42.4% | +55.8% | +65.6% |
| 3Y | +128.4% | +67.0% | +61.3% | +76.6% |
| 5Y | +89.0% | +161.9% | -72.9% | +14.3% |
| 10Y | +481.5% | +173.9% | +307.7% | +218.6% |
| All | +2,309.6% | +1,017.0% | +1,292.7% | +427.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling